mql5-tick-compression/lib/TkzCodec.mqh

//+------------------------------------------------------------------+
//|                                                     TkzCodec.mqh |
//|  TKZ - context-mixing compression of tick history                |
//|  (time_msc, bid, ask). Lossless, bit-exact round trip.           |
//|                                                                  |
//|  One "chunk" = a self-contained compressed block of ticks:       |
//|  88-byte header + arithmetic-coded payload. See docs/FORMAT.md.  |
//+------------------------------------------------------------------+
#ifndef TKZ_CODEC_MQH
#define TKZ_CODEC_MQH

#define TKZ_CHUNK_MAGIC     0x315A4B54   // bytes "TKZ1"
#define TKZ_HEADER_SIZE     88
#define TKZ_FORMAT_VERSION  1
#define TKZ_MODEL_VERSION   1

#define TKZ_MAXIN           12           // max contexts per decision
#define TKZ_NW              13           // weights per mixer set (inputs + bias)
#define TKZ_NCLASS          336          // decision classes
#define TKZ_NSEL            5376         // TKZ_NCLASS * 16 mixer-1 weight sets
#define TKZ_W2SETS          65536        // mixer-2 weight sets (hashed)
#define TKZ_A2SETS          65536        // APM-2 contexts (hashed)
#define TKZ_LIMIT           255          // adaptive counter limit
#define TKZ_MAX_DIGITS      12
#define TKZ_POW10_SIZE      13           // TKZ_MAX_DIGITS + 1

// decision classes: groups of 80 classes for magnitudes
#define TKZ_G_DT            0
#define TKZ_G_BMAG          1
#define TKZ_G_AMAG          2
#define TKZ_G_SMAG          3
#define TKZ_C_TYPE          320
#define TKZ_C_BRES          321
#define TKZ_C_ARES          322
#define TKZ_C_BSGNZ         323
#define TKZ_C_BSGN          324
#define TKZ_C_ASGNZ         325
#define TKZ_C_ASGN          326
#define TKZ_C_SSGNZ         327
#define TKZ_C_SSGN          328
#define TKZ_C_ESC           329
#define TKZ_C_RAW           330

#define TKZ_ESC_BID         1
#define TKZ_ESC_ASK         2

//--- bit cast helper
union UTkzBits
  {
   double            d;
   long              l;
  };

//--- chunk header as seen by readers
struct STkzChunkInfo
  {
   int               tick_count;
   int               payload_size;
   int               total_size;      // header + payload
   long              first_msc;
   long              last_msc;
   long              min_msc;
   long              max_msc;
   int               digits;
   int               modulus;
   int               table_bits;
   int               flags;
   uint              checksum;
   long              time_step;
   long              price_step;
   long              bid_base;
   long              ask_base;
  };

//+------------------------------------------------------------------+
//| Codec                                                            |
//+------------------------------------------------------------------+
class CTkzCodec
  {
private:
   //--- model tables
   int               m_tbits;
   uint              m_tmask;
   uint              m_t[];           // counters, blocks of 16 (slot 0 = check)
   int               m_w1[];          // mixer 1 weights, selected by decision
   int               m_w2[];          // mixer 2 weights, selected by hash
   int               m_wf[];          // final mixer (2 inputs + bias)
   ushort            m_a1[];          // APM 1
   ushort            m_a2[];          // APM 2
   int               m_rate[];        // 1024 counter adaptation rates
   int               m_str[];         // 4096 entries: stretch(p) = ln(p/(1-p))
   int               m_sq[33];
   int               m_sqt[];         // 4095 entries: Squash(d) for d in [-2047, 2047]
   double            m_pow10[TKZ_POW10_SIZE];
   //--- current decision contexts
   int               m_nctx;
   uint              m_ctx[TKZ_MAXIN];
   uint              m_blk[TKZ_MAXIN];
   uint              m_ix[TKZ_MAXIN];
   int               m_x[TKZ_NW];
   uint              m_sel2;
   //--- binary arithmetic coder
   bool              m_enc;
   uint              m_x1;
   uint              m_x2;
   uint              m_xv;
   uchar             m_buf[];
   int               m_bpos;
   int               m_bend;
   int               m_bcap;
   bool              m_overrun;       // decoder needed bytes past the payload
   //--- stream parameters
   long              m_tstep;
   int               m_mod;
   bool              m_hasesc;
   //--- model state
   long              m_pt;
   long              m_pb;
   long              m_pa;
   ulong             m_dt1;
   ulong             m_dt2;
   int               m_k1;
   int               m_k2;
   int               m_ty1;
   int               m_ty2;
   int               m_ty3;
   long              m_mb1;
   long              m_mb2;
   long              m_ma1;
   long              m_ma2;
   long              m_ms1;
   int               m_emak;
   int               m_emak2;
   int               m_emab;
   long              m_spavg16;
   //--- current tick (input when encoding, output when decoding)
   long              m_ct;
   long              m_cb;
   long              m_ca;
   int               m_cescb;
   int               m_cesca;
   long              m_crawb;
   long              m_crawa;
   //--- work arrays
   long              m_wb[];
   long              m_wa[];
   uchar             m_wesc[];
   long              m_it[];
   double            m_ib[];
   double            m_ia[];
   //--- decoder output
   long              m_ot[];
   double            m_obid[];
   double            m_oask[];
   uchar             m_oflg[];
   int               m_ocount;
   //--- statistics / diagnostics
   string            m_error;

   //--- hashing
   uint              H2(const uint a,const uint b)
     {
      uint h=(uint)(a*(uint)0x9E3779B1)^b;
      h^=h>>16;
      h=(uint)(h*(uint)0x85EBCA6B);
      h^=h>>13;
      h=(uint)(h*(uint)0xC2B2AE35);
      h^=h>>16;
      return h;
     }
   uint              H3(const uint a,const uint b,const uint c) { return H2(H2(a,b),c); }
   uint              H4(const uint a,const uint b,const uint c,const uint d) { return H2(H2(H2(a,b),c),d); }

   //--- small helpers
   int               BitLen(ulong v)
     {
      int n=0;
      if((v>>32)!=0) { v>>=32; n+=32; }
      if((v>>16)!=0) { v>>=16; n+=16; }
      if((v>>8)!=0)  { v>>=8;  n+=8;  }
      if((v>>4)!=0)  { v>>=4;  n+=4;  }
      if((v>>2)!=0)  { v>>=2;  n+=2;  }
      if((v>>1)!=0)  { v>>=1;  n+=1;  }
      return n+(int)v;
     }
   long              AbsL(const long v) { return v<0 ? -v : v; }
   long              Gcd(long a,long b)
     {
      while(b!=0)
        {
         long r=a%b;
         a=b;
         b=r;
        }
      return a;
     }
   long              FloorMod(const long a,const long m)
     {
      long r=a%m;
      if(r<0)
         r+=m;
      return r;
     }
   uint              QLog(const long v)
     {
      if(v<0)
         return (uint)(64-BitLen((ulong)(-v)));
      return (uint)(64+BitLen((ulong)v));
     }
   int               QSigned(const long v)
     {
      if(v==0)
         return 15;
      long m=v<0 ? -v : v;
      int q=7;
      if(m<4)
         q=(int)m;
      else
         if(m<8)
            q=4;
         else
            if(m<16)
               q=5;
            else
               if(m<32)
                  q=6;
               else
                  q=7;
      return v<0 ? 15-q : 15+q;
     }
   void              Split(const long p,long &q,int &r)
     {
      if(m_mod<=1)
        {
         q=p;
         r=0;
         return;
        }
      long rr=p%m_mod;
      if(rr<0)
         rr+=m_mod;
      r=(int)rr;
      q=(p-rr)/m_mod;
     }
   int               Squash(const int d)
     {
      if(d>2047)
         return 4095;
      if(d<-2047)
         return 1;
      int w=d&127;
      int i=(d>>7)+16;
      return (m_sq[i]*(128-w)+m_sq[i+1]*w+64)>>7;
     }
   int               Clamp2047(const long v)
     {
      if(v>2047)
         return 2047;
      if(v<-2047)
         return -2047;
      return (int)v;
     }
   long              DoubleBits(const double v)
     {
      UTkzBits u;
      u.d=v;
      return u.l;
     }
   double            BitsDouble(const long v)
     {
      UTkzBits u;
      u.l=v;
      return u.d;
     }
   uint              TickHash(uint h,const long t,const long b,const long a)
     {
      h=H2(h^(uint)t,(uint)(t>>32));
      h=H2(h^(uint)b,(uint)(b>>32));
      h=H2(h^(uint)a,(uint)(a>>32));
      return h;
     }

   //--- byte I/O (little endian)
   void              PutU8(uchar &dst[],const int pos,const int v) { dst[pos]=(uchar)(v&255); }
   void              PutU32(uchar &dst[],const int pos,const uint v)
     {
      dst[pos]=(uchar)(v&255);
      dst[pos+1]=(uchar)((v>>8)&255);
      dst[pos+2]=(uchar)((v>>16)&255);
      dst[pos+3]=(uchar)((v>>24)&255);
     }
   void              PutI64(uchar &dst[],const int pos,const long v)
     {
      ulong u=(ulong)v;
      for(int i=0; i<8; i++)
         dst[pos+i]=(uchar)((u>>(8*i))&255);
     }
   uint              GetU32(const uchar &src[],const int pos)
     {
      return (uint)src[pos]|((uint)src[pos+1]<<8)|((uint)src[pos+2]<<16)|((uint)src[pos+3]<<24);
     }
   long              GetI64(const uchar &src[],const int pos)
     {
      ulong u=0;
      for(int i=7; i>=0; i--)
         u=(u<<8)|(ulong)src[pos+i];
      return (long)u;
     }

   //--- model initialisation
   bool              InitModel(const int tbits)
     {
      int i,j;
      m_tbits=tbits;
      int tsize=1<<tbits;
      if(ArrayResize(m_t,tsize)!=tsize)
        {
         m_error="out of memory (counters)";
         return false;
        }
      ArrayInitialize(m_t,0);
      m_tmask=(uint)((tsize>>4)-1);
      if(ArrayResize(m_w1,TKZ_NSEL*TKZ_NW)!=TKZ_NSEL*TKZ_NW ||
         ArrayResize(m_w2,TKZ_W2SETS*TKZ_NW)!=TKZ_W2SETS*TKZ_NW ||
         ArrayResize(m_wf,TKZ_NCLASS*3)!=TKZ_NCLASS*3 ||
         ArrayResize(m_a1,TKZ_NSEL*33)!=TKZ_NSEL*33 ||
         ArrayResize(m_a2,TKZ_A2SETS*33)!=TKZ_A2SETS*33)
        {
         m_error="out of memory (mixers)";
         return false;
        }
      ArrayInitialize(m_w1,16384);
      ArrayInitialize(m_w2,16384);
      for(i=0; i<TKZ_NCLASS; i++)
        {
         m_wf[i*3]=32768;
         m_wf[i*3+1]=32768;
         m_wf[i*3+2]=0;
        }
      ushort row[33];
      for(j=0; j<33; j++)
         row[j]=(ushort)(Squash((j-16)*128)*16);
      for(i=0; i<TKZ_NSEL; i++)
         for(j=0; j<33; j++)
            m_a1[i*33+j]=row[j];
      for(i=0; i<TKZ_A2SETS; i++)
         for(j=0; j<33; j++)
            m_a2[i*33+j]=row[j];
      return true;
     }
   void              ResetState(const long t0,const long b0,const long a0)
     {
      m_pt=t0;
      m_pb=b0;
      m_pa=a0;
      m_dt1=0;
      m_dt2=0;
      m_k1=0;
      m_k2=0;
      m_ty1=0;
      m_ty2=0;
      m_ty3=0;
      m_mb1=0;
      m_mb2=0;
      m_ma1=0;
      m_ma2=0;
      m_ms1=0;
      m_emak=0;
      m_emak2=0;
      m_emab=0;
      long qb=0,qa=0;
      int rb=0,ra=0;
      Split(b0,qb,rb);
      Split(a0,qa,ra);
      m_spavg16=(qa-qb)*16;
      m_nctx=0;
      m_sel2=0;
     }

   //--- arithmetic coder
   void              PutByte(const uchar c)
     {
      if(m_bpos>=m_bcap)
        {
         m_bcap=m_bcap*2+65536;
         ArrayResize(m_buf,m_bcap);
        }
      m_buf[m_bpos]=c;
      m_bpos++;
     }
   uint              GetByte(void)
     {
      if(m_bpos<m_bend)
        {
         uint c=m_buf[m_bpos];
         m_bpos++;
         return c;
        }
      m_overrun=true;   // a valid stream is consumed exactly, never beyond its end
      return 0;
     }

   //--- context list
   void              AddCtx(const uint h)
     {
      m_ctx[m_nctx]=h;
      m_nctx++;
     }
   void              SetBlock(const int j,uint h)
     {
      h=H2(h,(uint)j);
      uint b=h&m_tmask;
      uint chk=(h>>8)|(uint)0x80000000;
      int b0=(int)(b<<4);
      int b1=(int)((b^1)<<4);
      int base;
      if(m_t[b0]==chk)
         base=b0;
      else
         if(m_t[b1]==chk)
            base=b1;
         else
           {
            uint n0=(m_t[b0]==0) ? (uint)0 : (m_t[b0+1]&1023);
            uint n1=(m_t[b1]==0) ? (uint)0 : (m_t[b1+1]&1023);
            base=(n0<=n1) ? b0 : b1;
            m_t[base]=chk;
            for(int i=1; i<16; i++)
               m_t[base+i]=(uint)0x80000000;
           }
      m_blk[j]=(uint)base;
     }
   void              SetBlocks(const uint key)
     {
      for(int j=0; j<m_nctx; j++)
         SetBlock(j,H2(m_ctx[j],key));
     }

   //--- predict, code and update one binary decision
   int               CodeBit(int bit,const uint node,const int sel,const uint apm2)
     {
      int nm=m_nctx;
      int j;
      for(j=0; j<nm; j++)
        {
         uint ix=m_blk[j]+node;
         m_ix[j]=ix;
         m_x[j]=m_str[(int)(m_t[(int)ix]>>20)];
        }
      m_x[nm]=256;
      int wb1=sel*TKZ_NW;
      int wb2=(int)(H2(m_sel2,(uint)sel)&0xFFFF)*TKZ_NW;
      long dot1=0;
      long dot2=0;
      for(j=0; j<=nm; j++)
        {
         dot1+=(long)m_x[j]*m_w1[wb1+j];
         dot2+=(long)m_x[j]*m_w2[wb2+j];
        }
      int d1=Clamp2047(dot1>>16);
      int d2=Clamp2047(dot2>>16);
      int wf=(sel>>4)*3;
      long df=(long)d1*m_wf[wf]+(long)d2*m_wf[wf+1]+(long)256*m_wf[wf+2];
      int d=Clamp2047(df>>16);
      int pfin=m_sqt[d+2047];
      //--- APM refinement
      int s=(d+2048)*32;
      int lo=s>>12;
      int wt=s&4095;
      int c1=sel*33+lo;
      int c2=(int)(apm2&0xFFFF)*33+lo;
      int p1=((int)m_a1[c1]*(4096-wt)+(int)m_a1[c1+1]*wt)>>16;
      int p2=((int)m_a2[c2]*(4096-wt)+(int)m_a2[c2+1]*wt)>>16;
      int pr=(pfin*2+p1+p2+2)>>2;
      if(pr<1)
         pr=1;
      if(pr>4095)
         pr=4095;
      //--- arithmetic coding, P(bit==1)=pr/4096
      uint xmid=m_x1+(uint)(((ulong)(m_x2-m_x1)*(ulong)pr)>>12);
      if(m_enc)
        {
         if(bit!=0)
            m_x2=xmid;
         else
            m_x1=xmid+1;
         while(((m_x1^m_x2)>>24)==0)
           {
            PutByte((uchar)(m_x2>>24));
            m_x1=m_x1<<8;
            m_x2=(m_x2<<8)|255;
           }
        }
      else
        {
         if(m_xv<=xmid)
           {
            bit=1;
            m_x2=xmid;
           }
         else
           {
            bit=0;
            m_x1=xmid+1;
           }
         while(((m_x1^m_x2)>>24)==0)
           {
            m_x1=m_x1<<8;
            m_x2=(m_x2<<8)|255;
            m_xv=(m_xv<<8)|GetByte();
           }
        }
      //--- update mixers
      int e1=((bit<<12)-m_sqt[d1+2047])*8;
      int e2=((bit<<12)-m_sqt[d2+2047])*8;
      for(j=0; j<=nm; j++)
        {
         m_w1[wb1+j]+=(m_x[j]*e1)>>14;
         m_w2[wb2+j]+=(m_x[j]*e2)>>14;
        }
      int ef=((bit<<12)-pfin)*6;
      m_wf[wf]+=(d1*ef)>>14;
      m_wf[wf+1]+=(d2*ef)>>14;
      m_wf[wf+2]+=(256*ef)>>14;
      //--- update counters
      int target=(bit!=0) ? 4194303 : 0;
      for(j=0; j<nm; j++)
        {
         int ix2=(int)m_ix[j];
         uint t=m_t[ix2];
         int n=(int)(t&1023);
         int p22=(int)(t>>10);
         p22+=(int)(((long)(target-p22)*m_rate[n])>>16);
         if(n<TKZ_LIMIT)
            n++;
         m_t[ix2]=((uint)p22<<10)|(uint)n;
        }
      //--- update APMs
      int g=(bit<<16)+(bit<<7)-bit-bit;
      int i1=c1+(wt>>11);
      int i2=c2+(wt>>11);
      m_a1[i1]=(ushort)((int)m_a1[i1]+((g-(int)m_a1[i1])>>7));
      m_a2[i2]=(ushort)((int)m_a2[i2]+((g-(int)m_a2[i2])>>7));
      return bit;
     }

   //--- code nb (1..4) bits of v as a binary tree segment
   uint              CodeSeg(const uint v,const int nb,const uint key,const int cls,const uint apmsel)
     {
      SetBlocks(key);
      uint node=1;
      for(int i=nb-1; i>=0; i--)
        {
         int bit=(int)((v>>i)&1);
         bit=CodeBit(bit,node,cls*16+(int)node,H2(apmsel,node));
         node=node*2+(uint)bit;
        }
      return node-((uint)1<<nb);
     }

   //--- unsigned magnitude: bit length + mantissa; raw 64 bits for k>=30
   ulong             CodeMag(const ulong v,const int grp)
     {
      int base=grp*80;
      int k=0;
      if(m_enc)
         k=BitLen(v);
      uint u=CodeSeg((uint)(k<15 ? k : 15),4,0x100,base,H2((uint)base,1));
      if(u==15)
        {
         uint u2=CodeSeg((uint)(k-15<15 ? k-15 : 15),4,0x200,base+1,H2((uint)base,2));
         if(u2==15)
           {
            ulong r=0;
            for(int i=15; i>=0; i--)
              {
               uint nib=CodeSeg((uint)((v>>(i*4))&15),4,(uint)(0x300+i),base+2,H2((uint)base,3));
               r=(r<<4)|(ulong)nib;
              }
            return r;
           }
         k=15+(int)u2;
        }
      else
         k=(int)u;
      if(k<=1)
         return (ulong)k;
      int nb=k-1;
      uint prefix=1;
      int si=0;
      int kq=k<15 ? k : 15;
      while(nb>0)
        {
         int take=nb>=4 ? 4 : nb;
         uint bits=(uint)((v>>(nb-take))&(ulong)((1<<take)-1));
         uint sk;
         if(si<3)
            sk=H3((uint)(0x400+k),(uint)si,prefix);
         else
            sk=H3((uint)(0x500+k),(uint)si,prefix&0xFFF);
         int cls=base+16+kq*4+(si<3 ? si : 3);
         bits=CodeSeg(bits,take,sk,cls,(uint)(sk*(uint)0x9E3779B1)+(uint)cls);
         prefix=(prefix<<take)|bits;
         nb-=take;
         si++;
        }
      return (ulong)prefix;
     }

   //--- signed move; zero allowed or excluded
   long              CodeSigned(const long dq,const bool zero_ok,const int cls_z,const int cls_nz,const int grp)
     {
      int neg=0;
      if(zero_ok)
        {
         SetBlocks(0x21);
         uint apm=H2((uint)cls_z,9);
         int nz=(dq!=0) ? 1 : 0;
         nz=CodeBit(nz,1,cls_z*16+1,H2(apm,1));
         if(nz==0)
            return 0;
         neg=(dq<0) ? 1 : 0;
         neg=CodeBit(neg,3,cls_z*16+3,H2(apm,3));
        }
      else
        {
         SetBlocks(0x20);
         neg=(dq<0) ? 1 : 0;
         neg=CodeBit(neg,1,cls_nz*16+1,H2(H2((uint)cls_nz,10),1));
        }
      for(int j=0; j<m_nctx; j++)
         m_ctx[j]=H2(m_ctx[j],(uint)(neg!=0 ? 0x55 : 0xAA));
      ulong mag=0;
      if(m_enc)
         mag=(ulong)(dq<0 ? -dq : dq)-1;
      mag=CodeMag(mag,grp);
      long v=(long)mag+1;
      return neg!=0 ? -v : v;
     }

   int               CodeFlag(const int flag,const int side)
     {
      m_nctx=0;
      AddCtx(H2(95,(uint)side));
      return (int)CodeSeg((uint)flag,1,0x40,TKZ_C_ESC,H2(96,(uint)side));
     }
   ulong             CodeRaw64(const ulong v,const int side)
     {
      m_nctx=0;
      AddCtx(H2(97,(uint)side));
      ulong r=0;
      for(int i=15; i>=0; i--)
        {
         uint nib=CodeSeg((uint)((v>>(i*4))&15),4,(uint)(0x300+i),TKZ_C_RAW,H2(98,(uint)i));
         r=(r<<4)|(ulong)nib;
        }
      return r;
     }

   //--- code one tick (both directions share this path)
   void              CodeTick(void)
     {
      //=== time
      long dtv=0;
      if(m_enc)
         dtv=(m_ct-m_pt)/m_tstep;
      int hour=(int)(((m_pt/3600000)%24+24)%24);
      uint dt1c=(m_dt1<(ulong)4096) ? (uint)m_dt1 : (uint)(4096+m_k1);
      uint dt2c=(m_dt2<(ulong)4096) ? (uint)m_dt2 : (uint)(4096+m_k2);
      long lastmv=((m_ty1&1)!=0) ? m_mb1 : m_ma1;
      m_sel2=H2((uint)(1000+m_k1),(uint)m_ty1);
      m_nctx=0;
      AddCtx(H2(1,0));
      AddCtx(H2(2,(uint)m_k1));
      AddCtx(H3(3,(uint)m_k1,(uint)m_k2));
      AddCtx(H2(4,dt1c));
      AddCtx(H3(5,(uint)m_ty1,(uint)m_k1));
      AddCtx(H2(6,(uint)(m_emak>>2)));
      AddCtx(H3(7,(uint)m_k1,dt2c));
      AddCtx(H3(8,(uint)(m_emak2>>3),(uint)hour));
      AddCtx(H4(91,QLog(lastmv),(uint)m_ty1,(uint)m_k1));
      dtv=(long)CodeMag((ulong)dtv,TKZ_G_DT);
      if(!m_enc)
         m_ct=m_pt+dtv*m_tstep;
      ulong m=(dtv<0) ? (ulong)0 : (ulong)dtv;
      int k=BitLen(m);
      //=== split current prices
      long qb=0,qa=0;
      int rb=0,ra=0;
      Split(m_pb,qb,rb);
      Split(m_pa,qa,ra);
      long sq=qa-qb;
      int qs=QSigned(sq*4-m_spavg16/4);
      int qsa=(sq<0) ? 0 : ((sq<30) ? (int)sq+1 : 31);
      uint mc=(m<(ulong)1024) ? (uint)m : (uint)(1024+k);
      //=== tick type: bid changed, ask changed, same move
      int cb=0,ca=0,same=0;
      if(m_enc)
        {
         cb=(m_cb!=m_pb) ? 1 : 0;
         ca=(m_ca!=m_pa) ? 1 : 0;
         if(cb==1 && ca==1 && (m_cb-m_pb)==(m_ca-m_pa))
            same=1;
        }
      m_sel2=H3(2000,(uint)k,(uint)qs);
      m_nctx=0;
      AddCtx(H2(10,0));
      AddCtx(H3(11,(uint)m_ty1,(uint)m_ty2));
      AddCtx(H4(12,(uint)m_ty1,(uint)m_ty2,(uint)m_ty3));
      AddCtx(H3(13,(uint)k,(uint)m_ty1));
      AddCtx(H3(14,(uint)qs,(uint)m_ty1));
      AddCtx(H3(15,mc,0));
      AddCtx(H4(16,(uint)rb,(uint)ra,(uint)m_ty1));
      AddCtx(H4(17,(uint)qsa,(uint)qs,(uint)k));
      AddCtx(H4(18,(uint)m_ty1,(uint)((m_mb1<0 ? 2 : 0)+(m_ma1<0 ? 1 : 0)),(uint)qsa));
      AddCtx(H4(19,(uint)m_ty1,(uint)m_ty2,(uint)qsa));
      SetBlocks(0x77);
      uint tapm=(uint)(m_ty1*64+qs);
      cb=CodeBit(cb,1,TKZ_C_TYPE*16+1,H3(41,1,tapm));
      uint node=(uint)(2+cb);
      ca=CodeBit(ca,node,TKZ_C_TYPE*16+(int)node,H3(41,node,tapm));
      if(cb==1 && ca==1)
         same=CodeBit(same,7,TKZ_C_TYPE*16+7,H3(41,7,tapm));
      else
         same=0;
      int ty=cb+ca*2+same;
      //=== escapes (only in chunks that contain irregular prices)
      int escb=0,esca=0;
      if(m_hasesc)
        {
         if(m_enc)
           {
            escb=m_cescb;
            esca=m_cesca;
           }
         escb=(cb==0) ? CodeFlag(escb,0) : 0;
         esca=(ca==0) ? CodeFlag(esca,1) : 0;
         if(escb!=0)
            m_crawb=(long)CodeRaw64((ulong)m_crawb,0);
         if(esca!=0)
            m_crawa=(long)CodeRaw64((ulong)m_crawa,1);
        }
      m_cescb=escb;
      m_cesca=esca;
      //=== new split states
      long nqb=qb,nqa=qa;
      int nrb=rb,nra=ra;
      long dqb=0,dqa=0;
      if(m_enc)
        {
         Split(m_cb,nqb,nrb);
         Split(m_ca,nqa,nra);
         dqb=nqb-qb;
         dqa=nqa-qa;
        }
      //=== bid move
      if(cb==1)
        {
         if(m_mod>1)
           {
            m_nctx=0;
            AddCtx(H3(20,(uint)rb,(uint)ty));
            AddCtx(H4(21,(uint)rb,(uint)ra,(uint)ty));
            AddCtx(H4(22,(uint)rb,(uint)ty,(uint)(m_mb1<0 ? 1 : 0)));
            AddCtx(H4(23,(uint)rb,(uint)m_ty1,(uint)ty));
            nrb=(int)CodeSeg((uint)nrb,4,0x10,TKZ_C_BRES,H2(50,(uint)rb));
           }
         m_sel2=H3((uint)(3000+ty),(uint)k,(uint)qs);
         uint rr=(uint)(nrb*16+rb);
         m_nctx=0;
         AddCtx(H3(30,(uint)ty,rr));
         AddCtx(H4(31,(uint)ty,rr,QLog(m_mb1)));
         AddCtx(H4(32,(uint)ty,QLog(m_mb1),QLog(m_ma1)));
         AddCtx(H4(33,(uint)ty,(uint)qs,rr));
         AddCtx(H4(34,(uint)ty,(uint)m_mb1,(uint)m_mb2));
         AddCtx(H4(35,(uint)ty,(uint)qs,(uint)k));
         AddCtx(H4(36,(uint)ty,(uint)(m_emab>>3),(uint)k));
         AddCtx(H4(37,(uint)ty,(uint)qsa,(uint)m_ty1));
         dqb=CodeSigned(dqb,(m_mod>1 && nrb!=rb),TKZ_C_BSGNZ,TKZ_C_BSGN,TKZ_G_BMAG);
         nqb=qb+dqb;
         if(!m_enc)
            m_cb=nqb*m_mod+nrb;
        }
      else
        {
         if(!m_enc)
            m_cb=m_pb;
         nqb=qb;
         nrb=rb;
         dqb=0;
        }
      //=== ask move
      if(ca==1 && same==0)
        {
         m_sel2=H3((uint)(4000+ty),(uint)k,(uint)qs);
         if(m_mod>1)
           {
            m_nctx=0;
            AddCtx(H3(60,(uint)ra,(uint)ty));
            AddCtx(H4(61,(uint)ra,(uint)nrb,(uint)ty));
            AddCtx(H4(62,(uint)ra,(uint)ty,(uint)(m_ma1<0 ? 1 : 0)));
            AddCtx(H4(63,(uint)ra,(uint)(rb*16+nrb),(uint)ty));
            nra=(int)CodeSeg((uint)nra,4,0x10,TKZ_C_ARES,H2(70,(uint)ra));
           }
         if(cb==0)
           {
            uint rr2=(uint)(nra*16+ra);
            m_nctx=0;
            AddCtx(H3(70,(uint)ty,rr2));
            AddCtx(H4(71,(uint)ty,rr2,QLog(m_ma1)));
            AddCtx(H4(72,(uint)ty,QLog(m_ma1),QLog(m_mb1)));
            AddCtx(H4(73,(uint)ty,(uint)qs,rr2));
            AddCtx(H4(74,(uint)ty,(uint)m_ma1,(uint)m_ma2));
            AddCtx(H4(75,(uint)ty,(uint)qs,(uint)k));
            AddCtx(H4(76,(uint)ty,(uint)(m_emab>>3),(uint)k));
            AddCtx(H4(77,(uint)ty,(uint)qsa,(uint)m_ty1));
            dqa=CodeSigned(dqa,(m_mod>1 && nra!=ra),TKZ_C_ASGNZ,TKZ_C_ASGN,TKZ_G_AMAG);
           }
         else
           {
            long dsq=dqa-dqb;
            bool zok=(m_mod>1 && (nra-ra)!=(nrb-rb));
            uint r3=(uint)((nra*16+ra)*16+nrb);
            m_nctx=0;
            AddCtx(H3(80,(uint)ty,r3));
            AddCtx(H4(81,(uint)ty,(uint)qs,QLog(dqb)));
            AddCtx(H4(82,(uint)ty,(uint)dqb,(uint)qs));
            AddCtx(H4(83,(uint)ty,(uint)qsa,QLog(dqb)));
            AddCtx(H4(84,(uint)ty,(uint)m_ms1,(uint)qs));
            AddCtx(H4(85,(uint)ty,(uint)qs,(uint)k));
            AddCtx(H4(86,(uint)ty,(uint)dqb,r3));
            AddCtx(H4(87,(uint)ty,(uint)qsa,(uint)m_ty1));
            dsq=CodeSigned(dsq,zok,TKZ_C_SSGNZ,TKZ_C_SSGN,TKZ_G_SMAG);
            dqa=dqb+dsq;
            m_ms1=dsq;
           }
         nqa=qa+dqa;
         if(!m_enc)
            m_ca=nqa*m_mod+nra;
        }
      else
         if(same==1)
           {
            if(!m_enc)
               m_ca=m_pa+(m_cb-m_pb);
            Split(m_ca,nqa,nra);
            dqa=nqa-qa;
           }
         else
           {
            if(!m_enc)
               m_ca=m_pa;
            nqa=qa;
            nra=ra;
            dqa=0;
           }
      //=== state update
      m_dt2=m_dt1;
      m_dt1=m;
      m_k2=m_k1;
      m_k1=k;
      m_ty3=m_ty2;
      m_ty2=m_ty1;
      m_ty1=ty;
      if(cb==1)
        {
         m_mb2=m_mb1;
         m_mb1=dqb;
        }
      if(ca==1)
        {
         m_ma2=m_ma1;
         m_ma1=dqa;
        }
      m_emak+=(k*16-m_emak)>>3;
      m_emak2+=(k*16-m_emak2)>>6;
      if(cb==1)
         m_emab+=(BitLen((ulong)(dqb<0 ? -dqb : dqb))*16-m_emab)>>4;
      m_pt=m_ct;
      m_pb=m_cb;
      m_pa=m_ca;
      m_spavg16+=((nqa-nqb)*16-m_spavg16)/16;
     }

   //--- price -> integer in 10^-digits units, exact round trip required
   bool              ToInt(const double p,const double scale,long &v)
     {
      if(!MathIsValidNumber(p))
         return false;
      double x=p*scale;
      if(x>4.0e15 || x<-4.0e15)
         return false;
      v=(long)MathRound(x);
      double back=(double)v/scale;
      return DoubleBits(back)==DoubleBits(p);
     }
   int               DetectDigits(const double &bid[],const double &ask[],const int start,const int n)
     {
      int best=-1;
      long bestfails=-1;
      for(int d=0; d<=TKZ_MAX_DIGITS; d++)
        {
         double scale=m_pow10[d];
         long fails=0;
         long v=0;
         for(int i=0; i<n; i++)
           {
            if(!ToInt(bid[start+i],scale,v))
               fails++;
            if(!ToInt(ask[start+i],scale,v))
               fails++;
            if(bestfails>=0 && fails>=bestfails)
               break;
           }
         if(bestfails<0 || fails<bestfails)
           {
            best=d;
            bestfails=fails;
           }
         if(fails==0)
            break;
        }
      return best<0 ? 0 : best;
     }
   int               ChooseModulus(const int n)
     {
      if(n<256)
         return 1;
      long cnt[10];
      ArrayInitialize(cnt,0);
      long total=0;
      for(int i=0; i<n; i++)
        {
         if((m_wesc[i]&TKZ_ESC_BID)==0)
           {
            cnt[(int)FloorMod(m_wb[i],10)]++;
            total++;
           }
         if((m_wesc[i]&TKZ_ESC_ASK)==0)
           {
            cnt[(int)FloorMod(m_wa[i],10)]++;
            total++;
           }
        }
      if(total==0)
         return 1;
      double h=0.0;
      for(int r=0; r<10; r++)
         if(cnt[r]>0)
           {
            double p=(double)cnt[r]/(double)total;
            h-=p*MathLog(p)/MathLog(2.0);
           }
      return (h<2.0) ? 10 : 1;
     }

public:
                     CTkzCodec(void)
     {
      int i;
      m_tbits=0;
      m_tmask=0;
      m_nctx=0;
      m_sel2=0;
      m_enc=true;
      m_x1=0;
      m_x2=0;
      m_xv=0;
      m_bpos=0;
      m_bend=0;
      m_bcap=0;
      m_overrun=false;
      m_tstep=1;
      m_mod=1;
      m_hasesc=false;
      m_ocount=0;
      m_error="";
      m_ct=0;
      m_cb=0;
      m_ca=0;
      m_cescb=0;
      m_cesca=0;
      m_crawb=0;
      m_crawa=0;
      //--- logistic tables (integer only, platform independent)
      m_sq[0]=1;     m_sq[1]=2;     m_sq[2]=3;     m_sq[3]=6;     m_sq[4]=10;
      m_sq[5]=16;    m_sq[6]=27;    m_sq[7]=45;    m_sq[8]=73;    m_sq[9]=120;
      m_sq[10]=194;  m_sq[11]=310;  m_sq[12]=488;  m_sq[13]=747;  m_sq[14]=1101;
      m_sq[15]=1546; m_sq[16]=2047; m_sq[17]=2549; m_sq[18]=2994; m_sq[19]=3348;
      m_sq[20]=3607; m_sq[21]=3785; m_sq[22]=3901; m_sq[23]=3975; m_sq[24]=4022;
      m_sq[25]=4050; m_sq[26]=4068; m_sq[27]=4079; m_sq[28]=4085; m_sq[29]=4089;
      m_sq[30]=4092; m_sq[31]=4093; m_sq[32]=4094;
      ArrayResize(m_str,4096);
      ArrayResize(m_sqt,4095);
      ArrayResize(m_rate,1024);
      int pi=0;
      for(int x=-2047; x<=2047; x++)
        {
         int v=Squash(x);
         for(int jj=pi; jj<=v; jj++)
            m_str[jj]=x;
         pi=v+1;
        }
      for(i=pi; i<4096; i++)
         m_str[i]=2047;
      for(i=0; i<4095; i++)
         m_sqt[i]=Squash(i-2047);
      for(i=0; i<1024; i++)
         m_rate[i]=131072/(2*i+3);
      m_pow10[0]=1.0;
      for(i=1; i<=TKZ_MAX_DIGITS; i++)
         m_pow10[i]=m_pow10[i-1]*10.0;
     }
                    ~CTkzCodec(void)
     {
      Release();
     }

   //--- free model memory (tables are re-allocated on the next call)
   void              Release(void)
     {
      ArrayFree(m_t);
      ArrayFree(m_w1);
      ArrayFree(m_w2);
      ArrayFree(m_wf);
      ArrayFree(m_a1);
      ArrayFree(m_a2);
      ArrayFree(m_buf);
      m_bcap=0;
      ArrayFree(m_wb);
      ArrayFree(m_wa);
      ArrayFree(m_wesc);
      ArrayFree(m_it);
      ArrayFree(m_ib);
      ArrayFree(m_ia);
      ArrayFree(m_ot);
      ArrayFree(m_obid);
      ArrayFree(m_oask);
      ArrayFree(m_oflg);
     }

   string            LastError(void) { return m_error; }

   //--- bitwise equality of two doubles (distinguishes -0.0, NaN payloads)
   bool              SameBits(const double x,const double y) { return DoubleBits(x)==DoubleBits(y); }

   //+---------------------------------------------------------------+
   //| Encode ticks [start, start+count) from parallel arrays.       |
   //| The chunk (header + payload) is appended to out[].            |
   //| Returns the chunk size in bytes or -1 on error.               |
   //+---------------------------------------------------------------+
   int               Encode(const long &time_msc[],const double &bid[],const double &ask[],
                            const int start,const int count,uchar &out[])
     {
      m_error="";
      int n=count;
      if(n<0 || start<0 || start+n>ArraySize(time_msc) || start+n>ArraySize(bid) || start+n>ArraySize(ask))
        {
         m_error="bad arguments";
         return -1;
        }
      int i;
      //--- 1. decimal digits that make prices exact integers
      int digits=DetectDigits(bid,ask,start,n);
      double scale=m_pow10[digits];
      //--- 2. integer prices, irregular prices are escaped
      if(ArrayResize(m_wb,n+1)<0 || ArrayResize(m_wa,n+1)<0 || ArrayResize(m_wesc,n+1)<0)
        {
         m_error="out of memory";
         return -1;
        }
      bool hasesc=false;
      long bbase=0,abase=0;
      bool bfound=false,afound=false;
      long v=0;
      for(i=0; i<n; i++)
        {
         m_wesc[i]=0;
         m_wb[i]=0;
         m_wa[i]=0;
         if(ToInt(bid[start+i],scale,v))
           {
            m_wb[i]=v;
            if(!bfound)
              {
               bbase=v;
               bfound=true;
              }
           }
         else
           {
            m_wesc[i]=(uchar)(m_wesc[i]|TKZ_ESC_BID);
            hasesc=true;
           }
         if(ToInt(ask[start+i],scale,v))
           {
            m_wa[i]=v;
            if(!afound)
              {
               abase=v;
               afound=true;
              }
           }
         else
           {
            m_wesc[i]=(uchar)(m_wesc[i]|TKZ_ESC_ASK);
            hasesc=true;
           }
        }
      //--- 3. carry states over escapes, common price step
      long g=0;
      long pb=bbase,pa=abase;
      for(i=0; i<n; i++)
        {
         if((m_wesc[i]&TKZ_ESC_BID)!=0)
            m_wb[i]=pb;
         else
           {
            g=Gcd(g,AbsL(m_wb[i]-pb));
            pb=m_wb[i];
           }
         if((m_wesc[i]&TKZ_ESC_ASK)!=0)
            m_wa[i]=pa;
         else
           {
            g=Gcd(g,AbsL(m_wa[i]-pa));
            pa=m_wa[i];
           }
        }
      if(g<=0)
         g=1;
      long offb=FloorMod(bbase,g);
      long offa=FloorMod(abase,g);
      for(i=0; i<n; i++)
        {
         m_wb[i]=(m_wb[i]-offb)/g;
         m_wa[i]=(m_wa[i]-offa)/g;
        }
      //--- 4. common time step
      long tg=0;
      for(i=1; i<n; i++)
         tg=Gcd(tg,AbsL(time_msc[start+i]-time_msc[start+i-1]));
      if(tg<=0)
         tg=1;
      //--- 5. decimal sub-grid modulus
      int mod=ChooseModulus(n);
      //--- 6. model
      int tbits=22;
      if(n<=8192)
         tbits=18;
      else
         if(n<=65536)
            tbits=20;
      if(!InitModel(tbits))
         return -1;
      m_enc=true;
      m_tstep=tg;
      m_mod=mod;
      m_hasesc=hasesc;
      m_x1=0;
      m_x2=(uint)0xFFFFFFFF;
      m_bpos=0;
      long t0=(n>0) ? time_msc[start] : (long)0;
      ResetState(t0,(bbase-offb)/g,(abase-offa)/g);
      uint crc=0;
      long tmin=t0,tmax=t0;
      for(i=0; i<n; i++)
        {
         m_ct=time_msc[start+i];
         if(m_ct<tmin)
            tmin=m_ct;
         if(m_ct>tmax)
            tmax=m_ct;
         m_cb=m_wb[i];
         m_ca=m_wa[i];
         m_cescb=((m_wesc[i]&TKZ_ESC_BID)!=0) ? 1 : 0;
         m_cesca=((m_wesc[i]&TKZ_ESC_ASK)!=0) ? 1 : 0;
         long bbits=DoubleBits(bid[start+i]);
         long abits=DoubleBits(ask[start+i]);
         m_crawb=bbits;
         m_crawa=abits;
         crc=TickHash(crc,m_ct,bbits,abits);
         CodeTick();
        }
      //--- flush coder
      PutByte((uchar)(m_x1>>24));
      PutByte((uchar)((m_x1>>16)&255));
      PutByte((uchar)((m_x1>>8)&255));
      PutByte((uchar)(m_x1&255));
      int payload=m_bpos;
      //--- 7. header + payload
      int pos=ArraySize(out);
      int total=TKZ_HEADER_SIZE+payload;
      if(ArrayResize(out,pos+total)!=pos+total)
        {
         m_error="out of memory (output)";
         return -1;
        }
      PutU32(out,pos,(uint)TKZ_CHUNK_MAGIC);
      PutU8(out,pos+4,TKZ_FORMAT_VERSION);
      PutU8(out,pos+5,TKZ_MODEL_VERSION);
      PutU8(out,pos+6,tbits);
      PutU8(out,pos+7,digits);
      PutU8(out,pos+8,mod);
      PutU8(out,pos+9,hasesc ? 1 : 0);
      PutU8(out,pos+10,0);
      PutU8(out,pos+11,0);
      PutU32(out,pos+12,(uint)n);
      PutU32(out,pos+16,(uint)payload);
      PutU32(out,pos+20,crc);
      PutI64(out,pos+24,t0);
      PutI64(out,pos+32,(n>0) ? time_msc[start+n-1] : (long)0);
      PutI64(out,pos+40,tg);
      PutI64(out,pos+48,g);
      PutI64(out,pos+56,bbase);
      PutI64(out,pos+64,abase);
      PutI64(out,pos+72,tmin);
      PutI64(out,pos+80,tmax);
      ArrayCopy(out,m_buf,pos+TKZ_HEADER_SIZE,0,payload);
      return total;
     }

   //--- encode from MqlTick array (only time_msc, bid and ask are stored)
   int               EncodeTicks(const MqlTick &ticks[],const int start,const int count,uchar &out[])
     {
      if(count<0 || start<0 || start+count>ArraySize(ticks))
        {
         m_error="bad arguments";
         return -1;
        }
      if(ArrayResize(m_it,count+1)<0 || ArrayResize(m_ib,count+1)<0 || ArrayResize(m_ia,count+1)<0)
        {
         m_error="out of memory";
         return -1;
        }
      for(int i=0; i<count; i++)
        {
         m_it[i]=ticks[start+i].time_msc;
         m_ib[i]=ticks[start+i].bid;
         m_ia[i]=ticks[start+i].ask;
        }
      return Encode(m_it,m_ib,m_ia,0,count,out);
     }

   //+---------------------------------------------------------------+
   //| Parse a chunk header at src[pos].                             |
   //+---------------------------------------------------------------+
   bool              ReadInfo(const uchar &src[],const int pos,STkzChunkInfo &info)
     {
      m_error="";
      if(pos<0 || pos+TKZ_HEADER_SIZE>ArraySize(src))
        {
         m_error="truncated header";
         return false;
        }
      if(GetU32(src,pos)!=(uint)TKZ_CHUNK_MAGIC)
        {
         m_error="bad chunk magic";
         return false;
        }
      if(src[pos+4]!=TKZ_FORMAT_VERSION || src[pos+5]!=TKZ_MODEL_VERSION)
        {
         m_error="unsupported chunk version";
         return false;
        }
      info.table_bits=src[pos+6];
      info.digits=src[pos+7];
      info.modulus=src[pos+8];
      info.flags=src[pos+9];
      uint cnt=GetU32(src,pos+12);
      uint psz=GetU32(src,pos+16);
      info.checksum=GetU32(src,pos+20);
      info.first_msc=GetI64(src,pos+24);
      info.last_msc=GetI64(src,pos+32);
      info.time_step=GetI64(src,pos+40);
      info.price_step=GetI64(src,pos+48);
      info.bid_base=GetI64(src,pos+56);
      info.ask_base=GetI64(src,pos+64);
      info.min_msc=GetI64(src,pos+72);
      info.max_msc=GetI64(src,pos+80);
      //--- every tick costs at least 6 decisions of >= 1/2840 bit, so a payload
      //--- byte can never hold more than ~3800 ticks: bound with a 2x margin
      if(cnt>(uint)0x7FFFFFF0 || psz>(uint)0x7FFFFFF0 || info.table_bits<16 || info.table_bits>24 ||
         info.digits>TKZ_MAX_DIGITS || info.modulus<1 || info.modulus>16 ||
         info.time_step<1 || info.price_step<1 || (long)cnt>((long)psz+16)*8192)
        {
         m_error="corrupt chunk header";
         return false;
        }
      info.tick_count=(int)cnt;
      info.payload_size=(int)psz;
      info.total_size=TKZ_HEADER_SIZE+(int)psz;
      return true;
     }

   //+---------------------------------------------------------------+
   //| Decode the chunk at src[pos] into the internal buffer.        |
   //| Returns the tick count or -1 on error.                        |
   //+---------------------------------------------------------------+
   int               DecodeChunk(const uchar &src[],const int pos)
     {
      STkzChunkInfo info;
      m_ocount=0;
      if(!ReadInfo(src,pos,info))
         return -1;
      if(pos+info.total_size>ArraySize(src))
        {
         m_error="truncated chunk";
         return -1;
        }
      int n=info.tick_count;
      if(ArrayResize(m_ot,n+1)<0 || ArrayResize(m_obid,n+1)<0 || ArrayResize(m_oask,n+1)<0 ||
         ArrayResize(m_oflg,n+1)<0)
        {
         m_error="out of memory";
         return -1;
        }
      if(!InitModel(info.table_bits))
         return -1;
      //--- payload
      if(m_bcap<info.payload_size)
        {
         m_bcap=info.payload_size;
         ArrayResize(m_buf,m_bcap);
        }
      if(info.payload_size>0)
         ArrayCopy(m_buf,src,0,pos+TKZ_HEADER_SIZE,info.payload_size);
      m_bpos=0;
      m_bend=info.payload_size;
      m_overrun=false;
      m_enc=false;
      m_x1=0;
      m_x2=(uint)0xFFFFFFFF;
      m_xv=0;
      for(int b=0; b<4; b++)
         m_xv=(m_xv<<8)|GetByte();
      //--- parameters
      m_tstep=info.time_step;
      m_mod=info.modulus;
      m_hasesc=(info.flags&1)!=0;
      long g=info.price_step;
      long offb=FloorMod(info.bid_base,g);
      long offa=FloorMod(info.ask_base,g);
      double scale=m_pow10[info.digits];
      ResetState(info.first_msc,(info.bid_base-offb)/g,(info.ask_base-offa)/g);
      uint crc=0;
      double pbid=0.0,pask=0.0;
      for(int i=0; i<n; i++)
        {
         CodeTick();
         if(m_overrun)
           {
            m_error="corrupt payload (overrun)";
            return -1;
           }
         double bv=0.0,av=0.0;
         if(m_cescb!=0)
            bv=BitsDouble(m_crawb);
         else
            bv=(double)(m_cb*g+offb)/scale;
         if(m_cesca!=0)
            av=BitsDouble(m_crawa);
         else
            av=(double)(m_ca*g+offa)/scale;
         long bbits=DoubleBits(bv);
         long abits=DoubleBits(av);
         crc=TickHash(crc,m_ct,bbits,abits);
         uchar fl=0;
         if(i==0 || bbits!=DoubleBits(pbid))
            fl=(uchar)(fl|TKZ_ESC_BID);
         if(i==0 || abits!=DoubleBits(pask))
            fl=(uchar)(fl|TKZ_ESC_ASK);
         m_ot[i]=m_ct;
         m_obid[i]=bv;
         m_oask[i]=av;
         m_oflg[i]=fl;
         pbid=bv;
         pask=av;
        }
      if(m_bpos!=m_bend)
        {
         m_error="corrupt payload (length)";
         return -1;
        }
      if(crc!=info.checksum)
        {
         m_error="checksum mismatch";
         return -1;
        }
      m_ocount=n;
      return n;
     }

   //--- decode into parallel arrays (resized to the tick count)
   int               Decode(const uchar &src[],const int pos,long &time_msc[],double &bid[],double &ask[])
     {
      int n=DecodeChunk(src,pos);
      if(n<0)
         return -1;
      ArrayResize(time_msc,n);
      ArrayResize(bid,n);
      ArrayResize(ask,n);
      if(n>0)
        {
         ArrayCopy(time_msc,m_ot,0,0,n);
         ArrayCopy(bid,m_obid,0,0,n);
         ArrayCopy(ask,m_oask,0,0,n);
        }
      return n;
     }

   //--- decode into MqlTick array; ticks are appended when append=true
   int               DecodeTicks(const uchar &src[],const int pos,MqlTick &ticks[],const bool append=false)
     {
      int n=DecodeChunk(src,pos);
      if(n<0)
         return -1;
      int base=append ? ArraySize(ticks) : 0;
      if(ArrayResize(ticks,base+n)!=base+n)
        {
         m_error="out of memory";
         return -1;
        }
      for(int i=0; i<n; i++)
        {
         long t=m_ot[i];
         ticks[base+i].time=(datetime)(t/1000);
         ticks[base+i].time_msc=t;
         ticks[base+i].bid=m_obid[i];
         ticks[base+i].ask=m_oask[i];
         ticks[base+i].last=0.0;
         ticks[base+i].volume=0;
         ticks[base+i].volume_real=0.0;
         uint fl=0;
         if((m_oflg[i]&TKZ_ESC_BID)!=0)
            fl=fl|(uint)TICK_FLAG_BID;
         if((m_oflg[i]&TKZ_ESC_ASK)!=0)
            fl=fl|(uint)TICK_FLAG_ASK;
         ticks[base+i].flags=fl;
        }
      return n;
     }
  };

#endif // TKZ_CODEC_MQH
//+------------------------------------------------------------------+